[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Creating quote lists



PureBytes Links

Trading Reference Links

--- In amibroker@xxxxxxxxxxxxxxx, "markinaustralia" 
<markinaustralia@xxx> wrote:
>
> Hi there,
> 
> I can understand the logic, although I just can't code the first 
line
> correctly to get it to work.  Does anyone know the correct code for 
this?
> Having asked that question, I'm still trying to figure it out 
myself,
> but I'd appreciate any further input.
> Mark

Ara is saying the same thing that I am saying except his answer is 
better (I was in the middle of something when I gave you a quick 
reply).

If you are using Yahoo data/American market:

1) Use AmiQuote to download fundamental data as per the instructions 
in the link I gave - then you can reference that fdata using the 
GetFnData function.

GETFNDATA
- get fundamental data Information / Categories
(AFL 2.90)
 

SYNTAX  GetFnData("field")  
RETURNS NUMBER  
FUNCTION  GetFnData allows accessing fundamental data from 
Information window (View->Information) "field" parameter can be one 
of the following: 
"EPS" 
"EPSEstCurrentYear" 
"EPSEstNextYear" 
"EPSEstNextQuarter" 
"PEGRatio" 
"SharesFloat" 
"SharesOut" 
"DividendPayDate" 
"ExDividendDate" 
"BookValuePerShare" 
"DividendPerShare" 
"ProfitMargin" 
"OperatingMargin" 
"OneYearTargetPrice" 
"ReturnOnAssets" 
"ReturnOnEquity" 
"QtrlyRevenueGrowth" 
"GrossProfitPerShare" 
"SalesPerShare" 
"EBITDAPerShare" 
"QtrlyEarningsGrowth" 
"InsiderHoldPercent" 
"InstitutionHoldPercent" 
"SharesShort" 
"SharesShortPrevMonth" 
"ForwardDividendPerShare" 
"ForwardEPS" 
"OperatingCashFlow" 
"LeveredFreeCashFlow" 
"Beta" 
"LastSplitRatio" 
"LastSplitDate" 
 
EXAMPLE AddColumn( Close / GetFnData( "EPS" ) , "Current P/E 
ratio" ); 
AddColumn( Close / GetFnData( "EPSEstNextYear" ) , "Est. Next Year 
P/E ratio" ); 
Filter = Status("lastbarinrange");  


2) Yes, I am talking about using the "Explore" button in AmiBrokers 
Automatic Analysis window to filter 'All' stocks and return a list of 
those that meet your criteria as a Report in the AA window.

3) Using Ara's example (try this):

Save the following as a formula >> open AA >> pick this formula >> 
click on the Explore button (to run the Explorer).

Cap = GetFnData( "SharesOut" ) * Close;
MinCap = Cap > 500000000;
 
Filter      = MinCap;
AddColumn(Close,"Close");

Run this exploration in the AA window and you will get a list of the 
issues you want. Then copy the list into a watchlist

Here's some example code, for fundamental data filtering by Don 
Lindberg:

//Don Lindberg

EPS = GetFnData ("EPS");
EPSEstCurrent = GetFnData("EPSEstCurrentYear") ;
EPSEstNext = GetFnData ("EPSEstNextYear" );
PEGRatio = GetFnData("PEGRatio");
SharesOut = GetFnData("SharesOut");
SharesShort = GetFnData("SharesShort");
SharesShortPrev = GetFnData("SharesShortPrevMonth");
SharesShortChg= SharesShortPrev -SharesShort ;
BookValue = GetFnData("BookValuePerShare");
ReturnOnEquity = GetFnData("ReturnOnEquity");
GrossProfit = GetFnData("GrossProfitPerShare");
ProfitMargin = GetFnData("ProfitMargin");
OneYrTarget = GetFnData("OneYearTargetPrice");
PE = Close / EPS;
UpSidePotential = 100 * ((EPSEstNext / EPS)-1);
ESPEstChange =EPSEstNext -EPSEstCurrent;
InstitutionPercent = GetFnData ("InstitutionHoldPercent");

Filter = Close <= 50 AND Close <= OneYrTarget AND UpSidePotential >1
AND ReturnOnEquity > 1 AND GrossProfit > 1 AND ProfitMargin > 1
AND ESPEstChange > 0 AND Status("lastbarintest");

AddColumn (Close, "Close", 1.3);
AddColumn (InstitutionPercent, "InstitutionPercent", 1.2);
AddColumn (PE, "CalculatedPE", 1.2);
AddColumn (OneYrTarget, "OneYrTarget", 1.2);
AddColumn (UpSidePotential, "UpSidePotential", 1.2);
AddColumn (BookValue, "BookValue",1.2);
AddColumn (ReturnOnEquity,"ReturnOnEquity",1.2);
AddColumn (GrossProfit, "GrossProfitPerShare",1.2);
AddColumn (ProfitMargin, "ProfitMargin",1.2);
AddColumn (EPS, "EPSCurrent", 1.2);
AddColumn (ESPEstChange, "ESPEstChange", 1.2);
//AddColumn (SharesShort, "SharesShort", 1);
//AddColumn (SharesShortPrev, "SharesShortPrev", 1);
//AddColumn (SharesShortChg, "SharesShortChg", 1);


brian_z

http://www.amibroker.org/userkb/





> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
> >
> > Create a screen to accept only the issues you want:
> > 
> > Cap       = Shares * Close;
> > // or however you define Cap.
> > //The way you get "Shares" depends on your source of data
> > //Or you may already have Cap as one of your parameters from your 
data 
> > source
> > //
> > MinCap = Cap > 500000000;
> > 
> > Filter      = MinCap;
> > AddColumn(Close,"Close");
> > 
> > Run this exploration in the AA window and you will get a list of 
the
> issues 
> > you want. Then copy the list into a watchlist.
> > 
> > 
> > ----- Original Message ----- 
> > From: "brian_z111" <brian_z111@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Sunday, November 25, 2007 7:16 PM
> > Subject: [amibroker] Re: Creating quote lists
> > 
> > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "markinaustralia"
> > > <markinaustralia@> wrote:
> > >>
> > >> Hi guys,
> > >>
> > >> I've recently bought Amibroker, and am now reasonably familiar 
with
> > >> the mechanics of making a quote list which Amiquote can access 
and
> > >> download successfully.
> > >>
> > >> There's been a few pre-made lists which have been good for 
practise
> > >> while I'm learning, however I'd like to make a list which only 
has
> > > the
> > >> companies with greater than $500,000,000 in market 
capitalisation.
> > >> Everything below that I'm not interested in at this stage.
> > >>
> > >> Does anyone know a reasonably quick method besides going 
through an
> > >> entire 7000+ list of all the stocks listed in the U.S. 
separately?
> > >> I've been searching high and low and just don't know how to do 
this.
> > >>
> > >> Any assistance would be brilliant.
> > >> Regards,
> > >> Mark
> > >>
> > >
> > > Hello Mark,
> > >
> > > AmiQuote can deliver current fdata:
> > >
> > > http://www.amibroker.com/guide/h_fundamental.html
> > >
> > > Then use Explorer to filter float * price > 500,000,000,
> > > Then save the returns to a WatchList or export to CSV for later
> > > database creation.
> > >
> > > brian_z
> > >
> > > http://www.amibroker.org/userkb/category/data/
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for discussion between users 
only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check 
DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
>




Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/